+64.5%
MSFT vs ROKU
-41.8%
+106.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +1.7% | +3.5% | -1.8% | +1.2% |
| 30D | +0.2% | +5.1% | -4.9% | -0.6% |
| 3M | +6.4% | +7.0% | -0.6% | +5.2% |
| 6M | +28.7% | +25.4% | +3.3% | +23.8% |
| YTD | +10.4% | +48.0% | -37.5% | +3.0% |
| 1Y | +7.6% | +53.1% | -45.5% | -0.2% |
| 3Y | +52.3% | +92.7% | -40.4% | +30.5% |
| All | +64.5% | -41.8% | +106.4% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROKU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling